Report NEP-MST-2010-05-08This is the archive for NEP-MST, a report on new working papers in the area of Market Microstructure. Thanos Verousis issued this report. It is usually issued weekly.
The following items were announced in this report:
- Tim Bollerslev & Viktor Todorov, 2010. "Estimation of Jump Tails," CREATES Research Papers 2010-16, School of Economics and Management, University of Aarhus.
- Borgy, V. & Idier, J. & Le Fol, G., 2010. "Liquidity problems in the FX liquid market: Ask for the "BIL"," Working papers 279, Banque de France.
- Item repec:iim:iimawp:wp2010-04-02 is not listed on IDEAS anymore
- Item repec:iim:iimawp:wp2009-12-04 is not listed on IDEAS anymore
- Item repec:hal:wpaper:hal-00397652 is not listed on IDEAS anymore